riingo_prices: Get stock or ETF prices from the Tiingo API

In riingo: An R Interface to the 'Tiingo' Stock Price API

Description

The Tiingo API provides a large feed of historical data at the daily (and weekly, monthly, or annual) level.

Usage

riingo_prices(
  ticker,
  start_date = NULL,
  end_date = NULL,
  resample_frequency = "daily"
)

Arguments

ticker	One or more tickers to download data for from Tiingo. Can be a stock, mutual fund, or ETF. A character vector.
start_date	The first date to download data for. A character in the form YYYY-MM-DD, or a Date variable. The default is to download 1 year's worth of data.
end_date	The last date to download data for. A character in the form YYYY-MM-DD, or a Date variable.
resample_frequency	For Tiingo data, a character specified as one of: "daily", "weekly", "monthly" or "annually". For IEX data, a character specified at the "min" or "hour" frequencies in the form: "1min", "5min", or "2hour". For Crypto data, a character specified at the "min", "hour" or "day" frequencies similar to IEX.

Details

Multiple downloads are done sequentially, meaning that downloading 5 tickers costs 5 requests against your usage limits. Sadly Tiingo does not support batch downloads at the moment.

Tiingo supplied documentation regarding the resample frequency:

• daily: Values returned as daily periods, with a holiday calendar

• weekly: Values returned as weekly data, with days ending on Friday

• monthly: Values returned as monthly data, with days ending on the last standard business day (Mon-Fri) of each month

• annually: Values returned as annual data, with days ending on the last standard business day (Mon-Fri) of each year

• Note, that if you choose a value in-between the resample period for weekly, monthly, and daily, the start date rolls back to consider the entire period. For example, if you choose to resample weekly, but your "start_date" parameter is set to Wednesday of that week, the start_date will be adjusted to Monday, so the entire week is captured. Another example is if you send a start_date mid-month, we roll back the start_date to the beginning of the month.

• Similarly, if you provide an end_date, and it's midway through the period, we roll-forward the date to capture the whole period. In the above example, if the end date is set to a wednesday with a weekly resample, the end date is rolled forward to the Friday of that week.

Examples

## Not run: 

# Downloading 1 year's worth of prices for AAPL
riingo_prices("AAPL")

# Downloading a range of data, using 2 tickers
riingo_prices(c("AAPL", "MSFT"), "1999-01-01", "2005-01-01")

# Monthly data
riingo_prices(c("AAPL", "MSFT"), "1999-01-01", "2005-01-01", "monthly")


## End(Not run)

riingo documentation built on Sept. 13, 2020, 5:15 p.m.